The objective of this course is to provide the basic knowledge of the econometric techniques. To this aim, during the first part of the course we will study the mathematical/statistical tools necessary for the understanding of such techniques (e.g., matrix algebra). The course will then illustrate the econometric techniques employed for the empirical modelling of theoretical models with a special emphasis on the applications for finance and models with financial data. In particular, it will provide an introduction to the classical linear regression models with multiple regressors (OLS) and will demonstrate the techniques used when the assumptions of the classical linear regression model are violated. After finishing this course, students will be able to analyze quantitatively economic and financial problems, to specify and to test empirically theoretical models as well as to make economic predictions/forecasts.